Quantitative Risk Management (eBook)

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  • 167,048 Words
  • 576 Pages

State of the art risk management techniques andpractices—supplemented with interactive analytics

All too often risk management books focus on risk measurementdetails without taking a broader view. Quantitative RiskManagement delivers a synthesis of common sense managementtogether with the cutting-edge tools of modern theory. This bookpresents a road map for tactical and strategic decision makingdesigned to control risk and capitalize on opportunities. Mostprovocatively it challenges the conventional wisdom that "riskmanagement" is or ever should be delegated to a separatedepartment. Good managers have always known that managing risk iscentral to a financial firm and must be the responsibility ofanyone who contributes to the profit of the firm.

A guide to risk management for financial firms and managers inthe post-crisis world, Quantitative Risk Management updatesthe techniques and tools used to measure and monitor risk. Theseare often mathematical and specialized, but the ideas are simple.The book starts with how we think about risk and uncertainty, thenturns to a practical explanation of how risk is measured in today'scomplex financial markets.

  • Covers everything from risk measures, probability, andregulatory issues to portfolio risk analytics and reporting
  • Includes interactive graphs and computer code for portfoliorisk and analytics
  • Explains why tactical and strategic decisions must be made atevery level of the firm and portfolio

Providing the models, tools, and techniques firms need to buildthe best risk management practices, Quantitative RiskManagement is an essential volume from an experienced managerand quantitative analyst.

State of the art risk management techniques andpractices—supplemented with interactive analytics

All too often risk management books focus on risk measurementdetails without taking a broader view. Quantitative RiskManagement delivers a synthesis of common sense managementtogether with the cutting-edge tools of modern theory. This bookpresents a road map for tactical and strategic decision makingdesigned to control risk and capitalize on opportunities. Mostprovocatively it challenges the conventional wisdom that "riskmanagement" is or ever should be delegated to a separatedepartment. Good managers have always known that managing risk iscentral to a financial firm and must be the responsibility ofanyone who contributes to the profit of the firm.

A guide to risk management for financial firms and managers inthe post-crisis world, Quantitative Risk Management updatesthe techniques and tools used to measure and monitor risk. Theseare often mathematical and specialized, but the ideas are simple.The book starts with how we think about risk and uncertainty, thenturns to a practical explanation of how risk is measured in today'scomplex financial markets.

  • Covers everything from risk measures, probability, andregulatory issues to portfolio risk analytics and reporting
  • Includes interactive graphs and computer code for portfoliorisk and analytics
  • Explains why tactical and strategic decisions must be made atevery level of the firm and portfolio

Providing the models, tools, and techniques firms need to buildthe best risk management practices, Quantitative RiskManagement is an essential volume from an experienced managerand quantitative analyst.


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  • Released:
  • Categories: Business & Investing
  • Language: English
  • Publisher: Wiley
  • ISBN-10:
  • ISBN-13: 9781118235935
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by Thomas S. Coleman, Bob Litterman

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